+107.0%
HST vs PEGA
+170.9%
-63.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.3% |
| 7D | -0.3% | -6.1% | +5.8% | +1.0% |
| 30D | -2.8% | +6.4% | -9.2% | -4.3% |
| 3M | -6.5% | +2.9% | -9.4% | -8.0% |
| 6M | +20.7% | -23.8% | +44.6% | +26.3% |
| YTD | +30.5% | -41.1% | +71.5% | +43.5% |
| 1Y | +36.8% | -38.2% | +75.0% | +47.8% |
| 3Y | +65.9% | +49.8% | +16.0% | +34.3% |
| 5Y | +73.9% | -48.0% | +121.9% | +84.9% |
| 10Y | +107.0% | +173.1% | -66.1% | +55.3% |
| All | +107.0% | +170.9% | -63.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling